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Description:Biometrika is primarily a journal of statistics in which emphasis is
placed on papers containing original theoretical contributions of direct
or potential value in applications. From time to time, papers in bordering
fields are published.

The "moving wall" represents the time period between the last issue
available in JSTOR and the most recently published issue of a journal.
Moving walls are generally represented in years. In rare instances, a
publisher has elected to have a "zero" moving wall, so their current
issues are available in JSTOR shortly after publication.
Note: In calculating the moving wall, the current year is not counted.
For example, if the current year is 2008 and a journal has a 5 year
moving wall, articles from the year 2002 are available.

Terms Related to the Moving Wall

Fixed walls: Journals with no new volumes being added to the archive.

Absorbed: Journals that are combined with another title.

Complete: Journals that are no longer published or that have been
combined with another title.

Abstract

The paper discusses a technique for estimating the matrices of coefficients, B(j), in a regression relation relating a vector time series, z(n), to lagged values, y(n - j), - p ⩽ j ⩽ q, of a second vector time series. The technique depends upon calculation of spectra and cross-spectra. Once these are computed the estimates B̂(j) are obtained successively without recalculation when an additional lag is introduced. When the residuals from the regression are generated by a linear process independent of y(n) it is shown that under some additional regularity conditions the estimates are asymptotically jointly normal, the variances and covariances of the elements of $\hat\beta(j)$ being independent of j and of p and q. The method of estimation is not efficient unless the spectra of the y process and the residual process are the same. Some idea of the magnitude of B̂(k) for lags for which computations have not been done can be obtained without doing these computations.